I see that I can create time varying 1d data with e.g.
SeedRandom[1];
mu = 0.3;
sigma = 0.5;
theta = 0.4;
ntimes = 1000;
x = RandomFunction[
OrnsteinUhlenbeckProcess[mu, sigma, theta], {1/ntimes, 1, 1/ntimes}
];
time = Range@ntimes; xt = Transpose[{time, x[[2, 1, 1]]}];
ListLinePlot[xt, ImageSize -> Medium, Frame -> True, FrameLabel -> {"time", "x"}]
How can I create 2d coordinates (data
) that are varying with time using OrnsteinUhlenbeckProcess
?
To plot the 2d trajectory I would use:
ListLinePlot[data, ImageSize -> Medium, Frame -> True,
FrameLabel -> {"y", "x"}, AspectRatio -> Automatic]